Fury is generally considered the best for leveling as it has a higher sustained damage output (yes people will argue against this when compared to arms). This occurs as fury generates more rage - more rage equals more special attacks - more special attacks equal more damage.... you get the picture?
Although I state that fury build is better for leveling - I personally always have gone a hybrid type build - once flurry and the 21 pointer (forget what it is called) are taken, down the arms tree i go - parry, overpower, imp. thunder, imp. charge are all abilities I find are very viable to fury and faster leveling (and also a bit of tanking as leveling).
Arms has better burst damage and is superior in PVP.
Fury is almost always a duel wield build - although 2H fury build does seem to work at times. Some people would argue that fury is average at best until you have stacked +hit gear... maybe for endgame DPS, but for leveling no need (especially at lower levels).
Protection is a must for endgame tanking/heorics etc... but for leveling no need, points in here at lower levels will slow you down. And low level instances don't require it.
Just my views...
Tanktread 70 (warrior) - retired
Medumb 43 (warrior) - current main
Impotent 28 (warrior) - twink project.